+367.9%
APP vs LOW
+9.8%
+358.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.5% |
| 7D | -4.4% | -0.6% | -3.8% | -4.0% |
| 30D | -10.0% | -9.3% | -0.7% | -4.1% |
| 3M | -41.4% | -8.1% | -33.4% | -38.4% |
| 6M | -41.0% | -19.8% | -21.3% | -32.7% |
| YTD | -54.7% | -16.4% | -38.4% | -50.7% |
| 1Y | -45.3% | -24.7% | -20.7% | -35.8% |
| 3Y | +624.3% | -8.8% | +633.1% | +594.6% |
| 5Y | +329.1% | +7.8% | +321.3% | +275.1% |
| All | +367.9% | +9.8% | +358.1% | +307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling